+192.2%
GD vs DKS
+197.0%
-4.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.8% |
| 30D | -10.9% | -37.7% | +26.8% | -5.7% |
| 3M | +2.5% | -38.9% | +41.4% | +8.6% |
| 6M | -1.7% | -31.1% | +29.4% | +2.1% |
| YTD | +6.1% | -31.8% | +38.0% | +10.3% |
| 1Y | +11.7% | -38.0% | +49.7% | +17.3% |
| 3Y | +71.8% | +28.6% | +43.2% | +57.5% |
| 5Y | +92.2% | +12.5% | +79.6% | +73.8% |
| 10Y | +192.2% | +198.3% | -6.2% | +98.3% |
| All | +192.2% | +197.0% | -4.9% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling